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Computation of the maximum rank correlation estimator

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  • Abrevaya, Jason

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  • Abrevaya, Jason, 1999. "Computation of the maximum rank correlation estimator," Economics Letters, Elsevier, vol. 62(3), pages 279-285, March.
    • Handle: RePEc:eee:ecolet:v:62:y:1999:i:3:p:279-285
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    References listed on IDEAS

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    1. Windmeijer, Frank A.G., 1994. "The Maximum Rank Correlation Estimator and the Rank Estimator in Binary Choice Models," Econometric Theory, Cambridge University Press, vol. 10(02), pages 442-443, June.
    2. Han, Aaron K., 1987. "Non-parametric analysis of a generalized regression model : The maximum rank correlation estimator," Journal of Econometrics, Elsevier, vol. 35(2-3), pages 303-316, July.
    3. Kenneth Y. Chay & Bo E. Honoré, 1998. "Estimation of Semiparametric Censored Regression Models: An Application to Changes in Black-White Earnings Inequality during the 1960s," Journal of Human Resources, University of Wisconsin Press, vol. 33(1), pages 4-38.
    4. Sherman, Robert P, 1993. "The Limiting Distribution of the Maximum Rank Correlation Estimator," Econometrica, Econometric Society, vol. 61(1), pages 123-137, January.
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    Citations

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    Cited by:

    1. Hausman, Jerry A. & Woutersen, Tiemen, 2014. "Estimating a semi-parametric duration model without specifying heterogeneity," Journal of Econometrics, Elsevier, vol. 178(P1), pages 114-131.
    2. Perreault, Samuel, 2024. "Simultaneous computation of Kendall’s tau and its jackknife variance," Statistics & Probability Letters, Elsevier, vol. 213(C).
    3. Wojciech Niemiro & Wojciech Rejchel, 2009. "Rank correlation estimators and their limiting distributions," Statistical Papers, Springer, vol. 50(4), pages 887-893, August.
    4. Torgovitsky, Alexander, 2017. "Minimum distance from independence estimation of nonseparable instrumental variables models," Journal of Econometrics, Elsevier, vol. 199(1), pages 35-48.
    5. Subbotin, Viktor, 2007. "Asymptotic and bootstrap properties of rank regressions," MPRA Paper 9030, University Library of Munich, Germany, revised 20 Mar 2008.
    6. Youngki Shin & Zvezdomir Todorov, 2021. "Exact computation of maximum rank correlation estimator," The Econometrics Journal, Royal Economic Society, vol. 24(3), pages 589-607.
    7. Alfio Marazzi & Marina Valdora & Victor Yohai & Michael Amiguet, 2019. "A robust conditional maximum likelihood estimator for generalized linear models with a dispersion parameter," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 28(1), pages 223-241, March.
    8. Karima Femmam & Brahim Brahimi & Smain Femmam, 2023. "An optimized feature selection technique based on bivariate copulas “GBCFS”," Journal of Combinatorial Optimization, Springer, vol. 45(2), pages 1-14, March.
    9. Abrevaya, Jason, 1999. "Leapfrog estimation of a fixed-effects model with unknown transformation of the dependent variable," Journal of Econometrics, Elsevier, vol. 93(2), pages 203-228, December.
    10. Subbotin, Viktor, 2008. "Essays on the econometric theory of rank regressions," MPRA Paper 14086, University Library of Munich, Germany.
    11. Yu, Tao & Li, Pengfei & Chen, Baojiang & Yuan, Ao & Qin, Jing, 2023. "Maximum pairwise-rank-likelihood-based inference for the semiparametric transformation model," Journal of Econometrics, Elsevier, vol. 235(2), pages 454-469.
    12. Shakeeb Khan & Elie Tamer, 2002. "Pairwise Comparison Estimation of Censored Transformation Models," RCER Working Papers 495, University of Rochester - Center for Economic Research (RCER).
    13. Xu, Wenchao & Zhang, Xinyu & Liang, Hua, 2024. "Linearized maximum rank correlation estimation when covariates are functional," Journal of Multivariate Analysis, Elsevier, vol. 202(C).

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